@icgio/icg-exchanges-wrapper 1.17.17 → 1.17.19

package/middleware/orders.js

@@ -278,7 +278,7 @@ module.exports = class Orders {
   update_non_initial_from_balances(balances) {
     this.account?.update_non_initial_from_balances(balances)
   }
-  limit_trade(exchange, pair, method, price, amount, id = uuid(), order_type = '', limiter_on = true, api_key_index, order_options = {}) {
+  limit_trade(exchange, pair, method, price, amount, id = uuid(), order_type = '', limiter_on = true, api_key_index, order_options = {}, decision_context) {
     price = round_price(exchange, pair, price)
     amount = round_amount(exchange, pair, amount)
     // console.log('%s %s %s %s %s %s at %s', limiter_on, order_type, exchange, pair, method, amount, price)
@@ -298,8 +298,9 @@ module.exports = class Orders {
         f_amount: 0,
         f_percentage: 0,
         t_amount: amount,
-        open_time: new Date(),
+        open_time: Date.now(),
         close_time: null,
+        decision_context,
       },
       order_type + ' init',
     )
@@ -331,7 +332,9 @@ module.exports = class Orders {
     if (api_key_index) {
       this.Exchanges[exchange].key_index = api_key_index
     }
+    const t_order_sent = process.hrtime()
     limit_trade((res) => {
+      const t_ack_recv = process.hrtime()
       if (res.success) {
         let order_id = res.body
         this.delete_order_info(exchange, pair, method, id, order_type + ' n-filled')
@@ -351,8 +354,10 @@ module.exports = class Orders {
             f_amount: 0,
             f_percentage: 0,
             t_amount: amount,
-            open_time: new Date(),
+            open_time: Date.now(),
             close_time: null,
+            t_order_sent,
+            t_ack_recv,
           },
           order_type + ' n-filled',
         )
@@ -401,7 +406,7 @@ module.exports = class Orders {
           order.order_id,
           {
             status: 'CANCELED',
-            close_time: new Date(),
+            close_time: Date.now(),
           },
           order.order_type + ' canceled',
         )
@@ -420,7 +425,7 @@ module.exports = class Orders {
             amount: 0,
             f_amount: order.amount,
             f_percentage: 1,
-            close_time: new Date(),
+            close_time: Date.now(),
           },
           order.order_type + ' cannot-be-canceled',
         )
@@ -552,7 +557,7 @@ module.exports = class Orders {
                 amount: 0,
                 f_amount: trade_amount,
                 f_percentage: trade_amount / order_info.t_amount,
-                close_time: trade.close_time || new Date(),
+                close_time: trade.close_time || Date.now(),
                 fees: trade.fees,
               },
               order_info.order_type + ' canceled-order-filled(-more)',
@@ -592,7 +597,7 @@ module.exports = class Orders {
                 amount: order_info.t_amount - trade_amount,
                 f_amount: trade.amount,
                 f_percentage: trade_amount / order_info.t_amount,
-                close_time: trade.close_time || new Date(),
+                close_time: trade.close_time || Date.now(),
                 fees: trade.fees,
               },
               order_info.order_type + ' order-f-filled-1',
@@ -678,7 +683,7 @@ module.exports = class Orders {
                     amount: 0,
                     f_amount: order_info_order.t_amount,
                     f_percentage: 1,
-                    close_time: new Date(),
+                    close_time: Date.now(),
                   },
                   order_info_order.order_type + ' order-f-filled-2',
                 )
@@ -713,7 +718,7 @@ module.exports = class Orders {
                   amount: order.amount,
                   f_amount: order_f_amount,
                   f_percentage: order_f_amount / order_info.t_amount,
-                  close_time: order.close_time || new Date(),
+                  close_time: order.close_time || Date.now(),
                 },
                 order_info.order_type + ' order-f-filled-3',
               )
@@ -767,7 +772,7 @@ module.exports = class Orders {
                     amount: order.amount,
                     f_amount: 0,
                     t_amount: order.amount,
-                    open_time: order.open_time || new Date(),
+                    open_time: order.open_time || Date.now(),
                     close_time: null,
                   },
                   init_order.order_type + ' init-order-opened',
@@ -788,7 +793,7 @@ module.exports = class Orders {
               order_info.order_id,
               {
                 status: 'CANCELED',
-                close_time: new Date(),
+                close_time: Date.now(),
               },
               (order_info.order_type || '') + ' canceling-canceled-from-open-orders',
             )
@@ -822,7 +827,6 @@ module.exports = class Orders {
     }
 
     const order = this.order_info[exchange][pair][type][order_id]
-    order.last_update_ts = Date.now()
 
     const new_status = order.status
     if (old_status !== new_status) {
@@ -1331,7 +1335,7 @@ module.exports = class Orders {
           for (let order_id in order_info[type]) {
             let { open_time } = order_info[type][order_id]
             // console.log(order_id, open_time, open_time < new Date() - 30 * 60 * 1000)
-            if (open_time < new Date() - QUERY_ORDER_TIME_IN_MS) {
+            if (open_time < Date.now() - QUERY_ORDER_TIME_IN_MS) {
               // console.log('query_order_maker_1: %s %s %s', exchange, pair, order_id)
               Exchanges[exchange].query_order(pair, order_id, (res) => {
                 count++
@@ -1409,12 +1413,13 @@ module.exports = class Orders {
         let { asks, bids } = res.body
         asks = asks.slice(0, RATES_LENGTH_MAX)
         bids = bids.slice(0, RATES_LENGTH_MAX)
-        _.set(this.rates, [exchange, pair], { asks, bids, update_time: new Date() })
+        const _ts = _.get(this.Exchanges, [exchange, 'ws', 'market', 'ts_dict', pair]) || _.get(this.ExchangesRatesOnly, [exchange, 'ws', 'market', 'ts_dict', pair])
+        _.set(this.rates, [exchange, pair], { asks, bids, _ts })
         /*
          * throttle to 20ms
          */
         throttled_process_rates()
-      } else if (_.get(this.rates, [exchange, pair, 'update_time']) < Date.now() - this.interval_dict[exchange].rates) {
+      } else if (_.get(this.rates, [exchange, pair, '_ts', 'received_ts'], 0) < Date.now() - this.interval_dict[exchange].rates) {
         console.log('%s %s rates expired: %j', exchange, pair, res)
         if (this.rates[exchange]) delete this.rates[exchange][pair]
         this.rates_observable.notify()
@@ -1523,13 +1528,13 @@ module.exports = class Orders {
       for (let exchange in exchange_pairs) {
         for (let pair of exchange_pairs[exchange]) {
           if (Exchanges[exchange].ohlcv) {
-            const ohlcv_from_timetamp = new Date().floorHours(1).addHours(-OHLCV_DEFAULT_PAST_HOURS).getTime()
+            const ohlcv_from_timetamp = new Date().floorHours(1).getTime() - OHLCV_DEFAULT_PAST_HOURS * 3_600_000
             const ohlcv_to_timestamp = new Date().floorHours(1).getTime()
             Exchanges[exchange].ohlcv(pair, ohlcv_from_timetamp, ohlcv_to_timestamp, (res) => {
               ohlcv_handler(exchange, pair, res)
             })
             setInterval(() => {
-              const ohlcv_from_timetamp = new Date().floorHours(1).addHours(-OHLCV_DEFAULT_PAST_HOURS).getTime()
+              const ohlcv_from_timetamp = new Date().floorHours(1).getTime() - OHLCV_DEFAULT_PAST_HOURS * 3_600_000
               const ohlcv_to_timestamp = new Date().floorHours(1).getTime()
               Exchanges[exchange].ohlcv(pair, ohlcv_from_timetamp, ohlcv_to_timestamp, (res) => {
                 ohlcv_handler(exchange, pair, res)

package/package.json

@@ -1,6 +1,6 @@
 {
   "name": "@icgio/icg-exchanges-wrapper",
-  "version": "1.17.17",
+  "version": "1.17.19",
   "description": "",
   "main": "index.js",
   "scripts": {
@@ -17,8 +17,8 @@
   },
   "homepage": "https://github.com/icgio/icg-exchanges-wrapper#readme",
   "dependencies": {
-    "@icgio/icg-exchanges": "^1.40.30",
-    "@icgio/icg-utils": "^1.9.56",
+    "@icgio/icg-exchanges": "^1.40.43",
+    "@icgio/icg-utils": "^1.9.60",
     "lodash": "^4.17.23",
     "pg": "^8.17.2"
   }